Chapter 5 (Eigenvalues and Eigenvectors): Diagonalization (对角化)

最新推荐文章于 2021-03-09 10:40:54 发布

连理o

最新推荐文章于 2021-03-09 10:40:54 发布

阅读量1.1k

点赞数

分类专栏：线性代数文章标签：线性代数

本文链接：https://blog.csdn.net/weixin_42437114/article/details/108685278

版权

线性代数专栏收录该内容

50 篇文章

订阅专栏

本文为《Linear algebra and its applications》的读书笔记

Diagonalization

The factorization $\boldsymbol{A = PDP^{-1}}$ , where $D$ is a diagonal matrix, is used to compute powers of $A$ , decouple dynamical systems in Sections 5.6 and 5.7, and study symmetric matrices and quadratic forms in Chapter 7.

Powers of a diagonal matrix are easy to compute. So if $A = PDP^{-1}$ for some invertible $P$ and diagonal $D$ , then $A^k$ is also easy to compute.
- For example, if $D=\begin{bmatrix}5&0\\0&3\end{bmatrix}$ , then $D^k=\begin{bmatrix}5^k&0\\0&3^k\end{bmatrix}$
A square matrix $A$ is said to be diagonalizable (可对角化) if $A$ is similar to a diagonal matrix, that is, if $A = PDP^{-1}$ for some invertible matrix $P$ and some diagonal matrix $D$ .

The Diagonalization Theorem

在这里插入图片描述

In other words, $A$ is diagonalizable if and only if there are enough eigenvectors to form a basis of $\mathbb R^n$ . We call such a basis an eigenvector basis of $\mathbb R^n$ .
注意，可对角化不一定可逆 (有可能有 0 特征值)

Matrices Whose Eigenvalues Are Distinct

在这里插入图片描述

Proof: Check Theorem 2 in Section 5.1

EXAMPLE 1

Compute $A^8$ , where $A=\begin{bmatrix} 4&-3\\2&-1\end{bmatrix}$ .

SOLUTION

$\operatorname{det}(A-\lambda I)=\lambda^{2}-3 \lambda+2=(\lambda-2)(\lambda-1)$ . The eigenvalues are 2 and 1, and the corresponding eigenvectors are $\mathbf{v}_{1}=\left[\begin{array}{l}3 \\ 2\end{array}\right]$ and $\mathbf{v}_{2}=\left[\begin{array}{l}1 \\ 1\end{array}\right]$ .
Next, form
$P=\left[\begin{array}{ll} 3 & 1 \\ 2 & 1 \end{array}\right], \quad D=\left[\begin{array}{ll} 2 & 0 \\ 0 & 1 \end{array}\right], \quad \text { and } \quad P^{-1}=\left[\begin{array}{rr} 1 & -1 \\ -2 & 3 \end{array}\right]$
Since $A=P D P^{-1}$ ,
$\begin{aligned} A^{8}=P D^{8} P^{-1} &=\left[\begin{array}{ll} 3 & 1 \\ 2 & 1 \end{array}\right]\left[\begin{array}{rr} 2^{8} & 0 \\ 0 & 1^{8} \end{array}\right]\left[\begin{array}{rr} 1 & -1 \\ -2 & 3 \end{array}\right] \\ &=\left[\begin{array}{ll} 3 & 1 \\ 2 & 1 \end{array}\right]\left[\begin{array}{rr} 256 & 0 \\ 0 & 1 \end{array}\right]\left[\begin{array}{rr} 1 & -1 \\ -2 & 3 \end{array}\right] \\ &=\left[\begin{array}{ll} 766 & -765 \\ 510 & -509 \end{array}\right] \end{aligned}$

Matrices Whose Eigenvalues Are Not Distinct

在这里插入图片描述
PROOF

a. Suppose that the multiplicity of the eigenvalue $\lambda_k$ is $m$ , then $det(A-\lambda I)$ has the form $(\lambda-\lambda_k)^m\cdot...$ , which means that $A-\lambda I$ can be row reduced to a triangular matrix that has $m$ $\lambda-\lambda_k$ entries on its main diagonal. Thus when $\lambda=\lambda_k$ , $A-\lambda I=A-\lambda_k I$ has at most $m$ non-pivot columns. It indicates that $dimNul(A-\lambda_k I)$ (the dimension of the eigenspace) is at most $m$ .
c. Let $\{\boldsymbol v_1,..., \boldsymbol v_s\}$ be the eigenvectors in the sets $\{\mathcal B_1,...,\mathcal B_k\}$ . Suppose $\{\boldsymbol v_1,..., \boldsymbol v_s\}$ is linearly dependent. Since $\boldsymbol v_1$ is nonzero( $\{\boldsymbol v_1\}$ is linear independent), let $r$ be the least index such that $\boldsymbol v_{1},...,\boldsymbol v_{r}$ are linearly dependent. Then there exist scalars $c_1,..., c_r$ such that
$c_1\boldsymbol v_1+...+ c_r\boldsymbol v_r=\boldsymbol 0\ \ \ \ \ \ (1)$ where $c_1,...,c_r$ are not all 0. Suppose $\{\boldsymbol v_{p+1},..., \boldsymbol v_r\}$ are eigenvectors corresponding to the same eigenvalue $\lambda_{p+1}$ . Since a linear combination of $\{\boldsymbol v_{p+1},..., \boldsymbol v_r\}$ is still an eigenvector corresponding to $\lambda_{p+1}$ , the equatioin (1) can be transformed into
$c_1\boldsymbol v_1+...+ c_p\boldsymbol v_p=\boldsymbol w_{p+1}\ \ \ \ \ \ (2)$ where $-\boldsymbol w_{p+1}=c_{p+1}\boldsymbol v_{p+1}+...+ c_r\boldsymbol v_r$ and $\boldsymbol w_{p+1}$ is an eigenvector corresponding to $\lambda_{p+1}$ . Multiplying both sides of (2) by $A$ , we obtain
$c_1A\boldsymbol v_1+...+ c_pA\boldsymbol v_p=A\boldsymbol w_{p+1}\\c_1\lambda_1\boldsymbol v_1+...+ c_p\lambda_p\boldsymbol v_p=\lambda_{p+1}\boldsymbol w_{p+1}\ \ \ \ \ \ (3)$ Multiplying both sides of (2) by $\lambda_{p+1}$ and subtracting the result from (3), we have
$c_1(\lambda_1-\lambda_{p+1})\boldsymbol v_1+...+ c_p(\lambda_p-\lambda_{p+1})\boldsymbol v_p=\boldsymbol 0\ \ \ \ \ \ (7)$ Since $\{\boldsymbol v_1,..., \boldsymbol v_p\}$ is linearly independent, the weights in (7) are all zero, which is impossible. Hence $\{\boldsymbol v_1,..., \boldsymbol v_r\}$ cannot be linearly dependent and therefore must be linearly independent.